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Thanks for your reply. From digging around, I found that there's a character in 'Eugene Onegin' by Pushkin called Tatiana, who is nicknamed Tanya. It's interesting that Tanya became popular in the English-speaking world decades before Tatiana gained any currency.

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I believe Sasha is unisex in Russian. It can be a nickname for Aleksandr or Aleksandra.

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I have come across Anya, Anoushka, Vanya (as a feminine name) and Katya being used in Western European countries, with various spellings. For example Anoushka as Anouchka in France, and Vanya as Vânia in Portugal, and Katya as Katja in Germany.